Quantitative Market Microstructure Researcher (HFT)

JPMorgan Chase & Co.; Greater London; On-site; GBP 100,000 - 180,000; Full time

Job summary

JPMorgan Chase & Co. seeks a Quantitative Trading & Research Market Microstructure Researcher in the AI Market Lab to frame problems, build measurement machinery, and develop models for deployment across venues and regimes.

The role targets researchers with deep microstructure expertise and experience near live trading systems, translating research insights into latency-aware, deployable strategies.

Qualifications

• Advanced degree or equivalent in a quantitative field.
• Full-time quantitative research experience in HF/MF trading or electronic market making.
• Strong understanding of electronic market mechanics and latency-aware design.
• Experience contributing to strategies used in live markets and production workflows.
• Strong Python skills; C++ or another high-performance language is highly desirable.

Responsibilities

• Analyze high-frequency market data to identify predictive structure and trading opportunities.
• Develop alpha signals and features from order flow, liquidity, and price formation.
• Design, backtest, and implement market-making and risk-taking strategies.
• Develop research and simulation methods incorporating latency, fees, rebates, and market impact.
• Optimize performance across signal generation, execution, and intraday risk management.
• Collaborate with traders, quantitative developers, and exchanges to productionize strategies.

Skills

Python

C++

Quant research

Data analysis

Lag/latency awareness

Education

Advanced degree in quantitative field

Tools

C++

Job description

JPMorgan Chase & Co. seeks a Quantitative Trading & Research Market Microstructure Researcher in the AI Market Lab to frame problems, build measurement machinery, and develop models for deployment across venues and regimes.

The role targets researchers with deep microstructure expertise and experience near live trading systems, translating research insights into latency-aware, deployable strategies.